Preheat oven to 400°. Grease and flour 2 cookie sheets.
In bowl of an electric mixer, beat together egg, oil and milk. Gradually add in contents of cake mix. Mix until well incorporated and smooth.
Use a cookie scoop or a piping bag to place scoops 1 ½ - 2 inches across onto prepared cookie sheets. Bake until toothpick comes out clean, 10-12 minutes.
For filling, beat butter with electric mixer. Slowly add contents of filling mix and milk. Beat until fluffy.
Heat green melting chocolate on stovetop or in microwave until it becomes liquid. Dip part of each whoopie pie cookie in melted chocolate, allowing excess to drip back into bowl. Place on a piece of parchment paper and allow chocolate to set. Dust with sanding sugar if using.
Spread filling on one whoopie pie cookie and top with another dipped cookie.